Multivariate normal for n_p=2.

Code for Figure 9.5

main.m

% Copyright (C) 2001, James B. Rawlings and John G. Ekerdt%% This program is free software; you can redistribute it and/or% modify it under the terms of the GNU General Public License as% published by the Free Software Foundation; either version 2, or (at% your option) any later version.%% This program is distributed in the hope that it will be useful, but% WITHOUT ANY WARRANTY; without even the implied warranty of% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU% General Public License for more details.%% You should have received a copy of the GNU General Public License% along with this program; see the file COPYING. If not, write to% the Free Software Foundation, 59 Temple Place - Suite 330, Boston,% MA 02111-1307, USA.a11=3.5;a12=2.5;a22=4.0;xisosamples=35;yisosamples=35;x=linspace(-2,2,xisosamples)';y=linspace(-2.44949,2.44949,yisosamples)';[xx,yy]=meshgrid(x,y);zz=exp(-0.5*(a11*xx.*xx+2*a12*xx.*yy+a22*yy.*yy));file=fopen('threednormal.dat','w');forj=1:yisosamplesfori=1:xisosamplesfprintf(file,'%f %f %f\n',x(i),y(j),zz(j,i));endif(j<yisosamples)fprintf(file,'\n');endendfclose(file);if(~strcmp(getenv('OMIT_PLOTS'),'true'))% PLOTTINGmesh(xx,yy,zz);% TITLEend% PLOTTING